The purpose of this protocol is to examine the toxicity and immunomodulatory activity of the combination of granulocyte-macrophage colony-stimulating factor (GM-CSF) and tumor necrosis factor (TNF) in patients with advanced cancer. The combination of GM-CSF and TNF stimulate the maturation of dendritic cells from CD34+ bone marrow progenitor cells. TNF has a two-fold function in the maturation of dendritic cells, it up-regulates the expression of the GM-CSF receptor on bone marrow progenitors and prevents their maturation into granulocytes. Dendritic cells are the most potent antigen presenting cells of the immune system. They function as initiators in organ transplant rejection, major histocompatibility restricted T cell responses and in the formation of antibodies dependent on T cells. Dendritic cells are found in small numbers in many tissues and in the peripheral blood. This study will examine the activity of TNF and GM-CSF to stimulate the maturation and function of dendritic cells. Bone marrow will be examined for the presence of dendritic colony forming units before therapy and following each course of therapy. The number of dendritic cells in peripheral blood mononuclear preparations will be examined before and during therapy. Finally, the number of S100+ and CD1A+ cells in skin biopsy specimens will be quantitated. Langerhans cells, a type of dendritic cell, is positive for these markers. The major goal of this protocol is to determine whether the combination of GM-CSF and TNF cause maturation of dendritic cells and increases their number in the blood bone marrow and skin and to determine whether this increase produces tumor regressions.